Adaptive broadband beamforraing is a key issue in array applications. The adaptive broadband beamformer with tapped delay line （TDL） structure for nonuniform linear array （NLA） is designed according to the rule of...Adaptive broadband beamforraing is a key issue in array applications. The adaptive broadband beamformer with tapped delay line （TDL） structure for nonuniform linear array （NLA） is designed according to the rule of minimizing the beamformer＇s output power while keeping the distortionless response （DR） in the direction of desired signal and keeping the constant beamwidth （CB） with the prescribed sidelobe level over the whole operating band. This kind of beamforming problem can be solved with the interior-point method after being converted to the form of standard second order cone programming （SOCP）. The computer simulations are presented which illustrate the effectiveness of our beamformer.展开更多
Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming （SOCP） are presented. The two algor...Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming （SOCP） are presented. The two algorithms use the Newton direction and the Euler direction as the predictor directions, respectively. The corrector directions belong to the category of the Alizadeh-Haeberly-Overton （AHO） directions. These algorithms are suitable to the cases of feasible and infeasible interior iterative points. A simpler neighborhood of the central path for the SOCP is proposed, which is the pivotal difference from other interior-point predictor-corrector algorithms. Under some assumptions, the algorithms possess the global, linear, and quadratic convergence. The complexity bound O（rln（εo/ε）） is obtained, where r denotes the number of the second-order cones in the SOCP problem. The numerical results show that the proposed algorithms are effective.展开更多
A vu-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential correspondi...A vu-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential corresponding to the penalty function and some results of itsvu-decomposition are given. Under a certain condition, a twice continuously differentiable trajectory is computed to produce a second-order expansion of the objective function. A conceptual algorithm for solving this problem with a superlinear convergence rate is given.展开更多
A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming （SOCP） by using the Alizadeh- Haeberly-Overton （AHO） search direction. This algorith...A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming （SOCP） by using the Alizadeh- Haeberly-Overton （AHO） search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an -approximate solution of an SOCP in at most O（√n ln（ε0/ε）） iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.展开更多
In this paper, we present a nonmonotone smoothing Newton algorithm for solving the circular cone programming(CCP) problem in which a linear function is minimized or maximized over the intersection of an affine space w...In this paper, we present a nonmonotone smoothing Newton algorithm for solving the circular cone programming(CCP) problem in which a linear function is minimized or maximized over the intersection of an affine space with the circular cone. Based on the relationship between the circular cone and the second-order cone(SOC), we reformulate the CCP problem as the second-order cone problem(SOCP). By extending the nonmonotone line search for unconstrained optimization to the CCP, a nonmonotone smoothing Newton method is proposed for solving the CCP. Under suitable assumptions, the proposed algorithm is shown to be globally and locally quadratically convergent. Some preliminary numerical results indicate the effectiveness of the proposed algorithm for solving the CCP.展开更多
Temporal filters and spatial filters are widely used in many areas of signal processing. A number of optimal design criteria to these problems are available in the literature. Various computational techniques are also...Temporal filters and spatial filters are widely used in many areas of signal processing. A number of optimal design criteria to these problems are available in the literature. Various computational techniques are also presented to optimize these criteria chosen. There are many drawbacks in these methods. In this paper, we introduce a unified framework for optimal design of temporal and spatial filters. Most of the optimal design problems of FIR filters and beamformers are included in the framework. It is shown that all the design problems can be reformulated as convex optimization form as the second-order cone programming （SOCP） and solved efficiently via the well-established interior point methods. The main advantage of our SOCP approach as compared with earlier approaches is that it can include most of the existing methods as its special cases, which leads to more flexible designs. Furthermore, the SOCP approach can optimize multiple required performance measures, which is the drawback of earlier approaches. The SOCP approach is also developed to optimally design temporal and spatial two-dimensional filter and spatial matrix filter. Numerical results demonstrate the effectiveness of the proposed approach.展开更多
We focus on second order duality for a class of multiobjective programming problem subject to cone constraints. Four types of second order duality models are formulated. Weak and strong duality theorems are establishe...We focus on second order duality for a class of multiobjective programming problem subject to cone constraints. Four types of second order duality models are formulated. Weak and strong duality theorems are established in terms of the generalized convexity, respectively. Converse duality theorems, essential parts of duality theory, are presented under appropriate assumptions. Moreover, some deficiencies in the work of Ahmad and Agarwal(2010) are discussed.展开更多
Based on the differential properties of the smoothing metric projector onto the second-order cone,we prove that,for a locally optimal solution to a nonlinear second-order cone programming problem,the nonsingularity of...Based on the differential properties of the smoothing metric projector onto the second-order cone,we prove that,for a locally optimal solution to a nonlinear second-order cone programming problem,the nonsingularity of the Clarke's generalized Jacobian of the smoothing Karush-Kuhn-Tucker system,constructed by the smoothing metric projector,is equivalent to the strong second-order sufficient condition and constraint nondegeneracy,which is in turn equivalent to the strong regularity of the Karush-Kuhn-Tucker point.Moreover,this nonsingularity property guarantees the quadratic convergence of the corresponding smoothing Newton method for solving a Karush-Kuhn-Tucker point.Interestingly,the analysis does not need the strict complementarity condition.展开更多
针对基于能量管理的高速飞行器轨迹优化问题,考虑发动机工作过程对飞行状态严格的约束要求,提出一种基于凸优化的高速飞行器轨迹优化方法。即认为发动机燃油耗尽关机、飞行器动力一定的前提下,求解射程最远的优化轨迹以满足高速长远距...针对基于能量管理的高速飞行器轨迹优化问题,考虑发动机工作过程对飞行状态严格的约束要求,提出一种基于凸优化的高速飞行器轨迹优化方法。即认为发动机燃油耗尽关机、飞行器动力一定的前提下,求解射程最远的优化轨迹以满足高速长远距离飞行任务需求。首先,在飞行器纵向动力学质点模型基础上进行简化处理,得到以飞行器质量为变量的四阶动力学方程,将考虑发动机工作约束的飞行器射程的最优轨迹求解问题,转化为一系列非线性规划问题;接着,将非线性规划问题转化为二阶锥规划(Second Order Cone Program,SOCP)问题,对动力学方程以及不等式约束线性化、离散化处理后,采用原对偶内点法求解,获得最优轨迹;最后,仿真验证了所提优化方法在发动机工作约束范围内,解得了射程最大的最优轨迹。展开更多
针对无线传感网络WSNs(Wireless Sensor Networks)的定位问题,提出基于TDOA(Time Different of Arrival)测距模型的SOCP(Second order cone programming)和Taylor混合定位方案,记为SOCP+Taylor。SOCP+Taylor方案首先分析了网络可定位性...针对无线传感网络WSNs(Wireless Sensor Networks)的定位问题,提出基于TDOA(Time Different of Arrival)测距模型的SOCP(Second order cone programming)和Taylor混合定位方案,记为SOCP+Taylor。SOCP+Taylor方案首先分析了网络可定位性,并结合刚论(rigid),提出了评判节点可定位的条件。然后,建立TDOA测距模型,并用最大似然估计建立距离测量值的最大似然函数,再通过松弛约束理论将非凸优问题转换成凸优问题,引入惩罚因子,进而利用SOCP估计节点位置,并将此节点位置作为泰勒级数展开法Taylor迭代的初始值,最后,利用Taylor估计节点的最终位置。在不同参考节点数目以及变化的噪声环境下对算法进行仿真。仿真结果表明,提出的定位方案具有高的定位精度,定位误差逼近于CRLB,同时分析了惩罚因子对定位精度的影响,并确定了惩罚因子的最佳取值区域。展开更多
常规波束形成中主瓣宽度随频率和方向(方位角和俯仰角)变化,进而影响阵列分辨率及波束形成器的整体性能。为实现频率-方向不变波束形成,提高波束形成可靠性,基于约束优化的思想,提出一种基于二阶锥规划(second order cone programming,S...常规波束形成中主瓣宽度随频率和方向(方位角和俯仰角)变化,进而影响阵列分辨率及波束形成器的整体性能。为实现频率-方向不变波束形成,提高波束形成可靠性,基于约束优化的思想,提出一种基于二阶锥规划(second order cone programming,SOCP)和傅里叶逆变换(Inverse Fourier Transform,IFT)的宽带频率-方向不变恒定束宽波束形成方法。方法以均匀矩形平面阵为模型,首先采用SOCP波束优化设计方法得到参考波束,再基于IFT设计出参考方向上的频率不变恒定主瓣波束,最后基于提出的SOCP二维方向不变波束形成新方法实现不同频点上的方向不变恒定主瓣波束。经仿真分析,方法设计的波束在数字频率π/2~π、不同方位角及俯仰角指向15°~50°上均具有束宽较恒定的波束,与基于线阵的恒定束宽波束形成方法相比,提高了波束形成器在实际空间中的可靠性,具有一定的相关工程应用参考价值。展开更多
基金supported by the National Nature Science Foundation of China (60472101)President Award of ChineseAcademy of Sciences(O729031511).
文摘Adaptive broadband beamforraing is a key issue in array applications. The adaptive broadband beamformer with tapped delay line （TDL） structure for nonuniform linear array （NLA） is designed according to the rule of minimizing the beamformer＇s output power while keeping the distortionless response （DR） in the direction of desired signal and keeping the constant beamwidth （CB） with the prescribed sidelobe level over the whole operating band. This kind of beamforming problem can be solved with the interior-point method after being converted to the form of standard second order cone programming （SOCP）. The computer simulations are presented which illustrate the effectiveness of our beamformer.
基金supported by the National Natural Science Foundation of China (Nos. 71061002 and 11071158)the Natural Science Foundation of Guangxi Province of China (Nos. 0832052 and 2010GXNSFB013047)
文摘Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming （SOCP） are presented. The two algorithms use the Newton direction and the Euler direction as the predictor directions, respectively. The corrector directions belong to the category of the Alizadeh-Haeberly-Overton （AHO） directions. These algorithms are suitable to the cases of feasible and infeasible interior iterative points. A simpler neighborhood of the central path for the SOCP is proposed, which is the pivotal difference from other interior-point predictor-corrector algorithms. Under some assumptions, the algorithms possess the global, linear, and quadratic convergence. The complexity bound O（rln（εo/ε）） is obtained, where r denotes the number of the second-order cones in the SOCP problem. The numerical results show that the proposed algorithms are effective.
基金Project supported by the National Natural Science Foundation of China (No. 10771026)the Foundation of Dalian University of Technology (Nos. MXDUT73008 and MXDUT98009)
文摘A vu-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential corresponding to the penalty function and some results of itsvu-decomposition are given. Under a certain condition, a twice continuously differentiable trajectory is computed to produce a second-order expansion of the objective function. A conceptual algorithm for solving this problem with a superlinear convergence rate is given.
基金the National Science Foundation(60574075, 60674108)
文摘A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming （SOCP） by using the Alizadeh- Haeberly-Overton （AHO） search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an -approximate solution of an SOCP in at most O（√n ln（ε0/ε）） iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.
基金supported by the National Natural Science Foundation of China(11401126,71471140 and 11361018)Guangxi Natural Science Foundation(2016GXNSFBA380102 and 2014GXNSFFA118001)+2 种基金Guangxi Key Laboratory of Cryptography and Information Security(GCIS201618)Guangxi Key Laboratory of Automatic Detecting Technology and Instruments(YQ15112 and YQ16112)China
文摘In this paper, we present a nonmonotone smoothing Newton algorithm for solving the circular cone programming(CCP) problem in which a linear function is minimized or maximized over the intersection of an affine space with the circular cone. Based on the relationship between the circular cone and the second-order cone(SOC), we reformulate the CCP problem as the second-order cone problem(SOCP). By extending the nonmonotone line search for unconstrained optimization to the CCP, a nonmonotone smoothing Newton method is proposed for solving the CCP. Under suitable assumptions, the proposed algorithm is shown to be globally and locally quadratically convergent. Some preliminary numerical results indicate the effectiveness of the proposed algorithm for solving the CCP.
基金This work was supported by the National Natural Science Foundation of China （Grant No. 60472073） the Doctorate Foundation of Northwestern Polytechnical University.
文摘Temporal filters and spatial filters are widely used in many areas of signal processing. A number of optimal design criteria to these problems are available in the literature. Various computational techniques are also presented to optimize these criteria chosen. There are many drawbacks in these methods. In this paper, we introduce a unified framework for optimal design of temporal and spatial filters. Most of the optimal design problems of FIR filters and beamformers are included in the framework. It is shown that all the design problems can be reformulated as convex optimization form as the second-order cone programming （SOCP） and solved efficiently via the well-established interior point methods. The main advantage of our SOCP approach as compared with earlier approaches is that it can include most of the existing methods as its special cases, which leads to more flexible designs. Furthermore, the SOCP approach can optimize multiple required performance measures, which is the drawback of earlier approaches. The SOCP approach is also developed to optimally design temporal and spatial two-dimensional filter and spatial matrix filter. Numerical results demonstrate the effectiveness of the proposed approach.
基金supported by National Natural Science Foundation of China (Grant Nos. 11431004, 11271391 and 11201511)the Project of Chongqing Science and Technology Committee (Grant No. cstc2014pt-sy00001)Theoretical Foundation and Application Procedure of Environmental Data Envelopment Analysis Model (Grant No. B-Q22L)
文摘We focus on second order duality for a class of multiobjective programming problem subject to cone constraints. Four types of second order duality models are formulated. Weak and strong duality theorems are established in terms of the generalized convexity, respectively. Converse duality theorems, essential parts of duality theory, are presented under appropriate assumptions. Moreover, some deficiencies in the work of Ahmad and Agarwal(2010) are discussed.
基金supported by National Natural Science Foundation of China (Grant Nos.10771026,10901094)the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry of China
文摘Based on the differential properties of the smoothing metric projector onto the second-order cone,we prove that,for a locally optimal solution to a nonlinear second-order cone programming problem,the nonsingularity of the Clarke's generalized Jacobian of the smoothing Karush-Kuhn-Tucker system,constructed by the smoothing metric projector,is equivalent to the strong second-order sufficient condition and constraint nondegeneracy,which is in turn equivalent to the strong regularity of the Karush-Kuhn-Tucker point.Moreover,this nonsingularity property guarantees the quadratic convergence of the corresponding smoothing Newton method for solving a Karush-Kuhn-Tucker point.Interestingly,the analysis does not need the strict complementarity condition.
文摘针对基于能量管理的高速飞行器轨迹优化问题,考虑发动机工作过程对飞行状态严格的约束要求,提出一种基于凸优化的高速飞行器轨迹优化方法。即认为发动机燃油耗尽关机、飞行器动力一定的前提下,求解射程最远的优化轨迹以满足高速长远距离飞行任务需求。首先,在飞行器纵向动力学质点模型基础上进行简化处理,得到以飞行器质量为变量的四阶动力学方程,将考虑发动机工作约束的飞行器射程的最优轨迹求解问题,转化为一系列非线性规划问题;接着,将非线性规划问题转化为二阶锥规划(Second Order Cone Program,SOCP)问题,对动力学方程以及不等式约束线性化、离散化处理后,采用原对偶内点法求解,获得最优轨迹;最后,仿真验证了所提优化方法在发动机工作约束范围内,解得了射程最大的最优轨迹。
文摘针对无线传感网络WSNs(Wireless Sensor Networks)的定位问题,提出基于TDOA(Time Different of Arrival)测距模型的SOCP(Second order cone programming)和Taylor混合定位方案,记为SOCP+Taylor。SOCP+Taylor方案首先分析了网络可定位性,并结合刚论(rigid),提出了评判节点可定位的条件。然后,建立TDOA测距模型,并用最大似然估计建立距离测量值的最大似然函数,再通过松弛约束理论将非凸优问题转换成凸优问题,引入惩罚因子,进而利用SOCP估计节点位置,并将此节点位置作为泰勒级数展开法Taylor迭代的初始值,最后,利用Taylor估计节点的最终位置。在不同参考节点数目以及变化的噪声环境下对算法进行仿真。仿真结果表明,提出的定位方案具有高的定位精度,定位误差逼近于CRLB,同时分析了惩罚因子对定位精度的影响,并确定了惩罚因子的最佳取值区域。
